here you go
http://www.cic.gc.ca/english/immigrate/skilled/application-regular.asp

if you are in canada or USA and submitting at buffalo, you have to submit a complete package
other than that, submit the completed forms with required fees and they will ask for the documents later on when they start to process your file

the guide in the application kit and www.cic.gc.ca is the simplest step by step thing that i can think of to start with.

the above link is the link to regular application process kit

the following is for simplifed one
http://www.cic.gc.ca/english/immigrate/skilled/application-simple.asp